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» Optimization by Stochastic Continuation
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129
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WSC
2007
15 years 6 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
139
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ATAL
2008
Springer
15 years 5 months ago
An approach to online optimization of heuristic coordination algorithms
Due to computational intractability, large scale coordination algorithms are necessarily heuristic and hence require tuning for particular environments. In domains where character...
Jumpol Polvichai, Paul Scerri, Michael Lewis
107
Voted
WSC
2000
15 years 5 months ago
Simulation optimization using tabu search
Investigation of the performance and operation of complex systems in manufacturing or other environments, analytical models of these systems become very complicated. Because of th...
Berna Dengiz, Cigdem Alabas
135
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GECCO
2009
Springer
129views Optimization» more  GECCO 2009»
15 years 6 months ago
Evolutionary functional testing of continuous control systems
Evolutionary functional testing is an approach to automatically generating test cases that violate a certain functional system requirement. This paper proposes an approach suitabl...
Andreas Windisch, Felix Lindlar, Sebastian Topuz, ...
108
Voted
ICML
2009
IEEE
16 years 4 months ago
Curriculum learning
Humans and animals learn much better when the examples are not randomly presented but organized in a meaningful order which illustrates gradually more concepts, and gradually more ...
Jérôme Louradour, Jason Weston, Ronan...